+895.8%
CCI vs WWD
+10,340.5%
-9,444.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -2.9% | -2.1% |
| 7D | -0.4% | +1.3% | -1.7% | -0.8% |
| 30D | +2.7% | -7.2% | +9.9% | +4.6% |
| 3M | -18.2% | -3.8% | -14.4% | -18.1% |
| 6M | -14.8% | -9.9% | -4.9% | -13.7% |
| YTD | -12.6% | +14.8% | -27.4% | -17.6% |
| 1Y | -16.7% | +42.1% | -58.8% | -26.4% |
| 3Y | -10.5% | +170.8% | -181.3% | -36.0% |
| 5Y | -51.4% | +197.5% | -248.9% | -66.9% |
| 10Y | +20.0% | +477.8% | -457.8% | -39.0% |
| All | +895.8% | +10,340.5% | -9,444.7% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling